Revista de Matemática: Teoría y Aplicaciones ISSN Impreso: 1409-2433 ISSN electrónico: 2215-3373

OAI: https://revistas.ucr.ac.cr/index.php/matematica/oai
A moment recursive formula for a class of distributions
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Keywords

moments
exponential family
recursive formula
momentos
familia exponencial
fórmula recursiva

How to Cite

Rincón, L. (2021). A moment recursive formula for a class of distributions. Revista De Matemática: Teoría Y Aplicaciones, 28(2), 261–277. https://doi.org/10.15517/rmta.v28i2.44507

Abstract

We provide a recursive formula for the computation of moments of distributions belonging to a subclass of the exponential family. This subclass includes important cases as the binomial, negative binomial, Poisson, gamma and normal distribution, among others. The recursive formula provides a procedure to sequentially calculate the moments using only elementary operations. The approach makes no use of the moment generating function.

https://doi.org/10.15517/rmta.v28i2.44507
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References

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